ECBOT 5 Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
116-102 |
116-010 |
-0-092 |
-0.2% |
115-300 |
| High |
116-127 |
116-030 |
-0-097 |
-0.3% |
116-165 |
| Low |
115-282 |
115-242 |
-0-040 |
-0.1% |
115-225 |
| Close |
115-292 |
115-305 |
0-013 |
0.0% |
115-315 |
| Range |
0-165 |
0-108 |
-0-057 |
-34.5% |
0-260 |
| ATR |
0-145 |
0-143 |
-0-003 |
-1.8% |
0-000 |
| Volume |
386,859 |
417,259 |
30,400 |
7.9% |
1,819,106 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-303 |
116-252 |
116-044 |
|
| R3 |
116-195 |
116-144 |
116-015 |
|
| R2 |
116-087 |
116-087 |
116-005 |
|
| R1 |
116-036 |
116-036 |
115-315 |
116-008 |
| PP |
115-299 |
115-299 |
115-299 |
115-285 |
| S1 |
115-248 |
115-248 |
115-295 |
115-220 |
| S2 |
115-191 |
115-191 |
115-285 |
|
| S3 |
115-083 |
115-140 |
115-275 |
|
| S4 |
114-295 |
115-032 |
115-246 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-162 |
118-018 |
116-138 |
|
| R3 |
117-222 |
117-078 |
116-066 |
|
| R2 |
116-282 |
116-282 |
116-043 |
|
| R1 |
116-138 |
116-138 |
116-019 |
116-210 |
| PP |
116-022 |
116-022 |
116-022 |
116-058 |
| S1 |
115-198 |
115-198 |
115-291 |
115-270 |
| S2 |
115-082 |
115-082 |
115-267 |
|
| S3 |
114-142 |
114-258 |
115-244 |
|
| S4 |
113-202 |
113-318 |
115-172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-145 |
115-225 |
0-240 |
0.6% |
0-132 |
0.4% |
33% |
False |
False |
403,116 |
| 10 |
116-195 |
115-225 |
0-290 |
0.8% |
0-141 |
0.4% |
28% |
False |
False |
378,442 |
| 20 |
117-025 |
115-192 |
1-153 |
1.3% |
0-135 |
0.4% |
24% |
False |
False |
398,648 |
| 40 |
117-025 |
114-150 |
2-195 |
2.3% |
0-143 |
0.4% |
57% |
False |
False |
379,499 |
| 60 |
117-025 |
112-130 |
4-215 |
4.0% |
0-151 |
0.4% |
76% |
False |
False |
261,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-169 |
|
2.618 |
116-313 |
|
1.618 |
116-205 |
|
1.000 |
116-138 |
|
0.618 |
116-097 |
|
HIGH |
116-030 |
|
0.618 |
115-309 |
|
0.500 |
115-296 |
|
0.382 |
115-283 |
|
LOW |
115-242 |
|
0.618 |
115-175 |
|
1.000 |
115-134 |
|
1.618 |
115-067 |
|
2.618 |
114-279 |
|
4.250 |
114-103 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-302 |
116-034 |
| PP |
115-299 |
116-017 |
| S1 |
115-296 |
116-001 |
|